Really, it has more to do with the consoles being more reliant on software in general, than with actual internet connections. And also only easier than consoles that bothered even trying to prevent that, unlike some of the CD-based consoles, I think every console before the Saturn may have had no copy protection at all.

The Dreamcast also had none. Though that one is weird, because it has region-locking, but only for games that aren't pirated. So pirated games burnt on shitty CDs are technically better than the originals, because they run on any console. Not sure if you ever did that for the DC, but it's fucking weird. The actual disc images are too big for a normal CD a lot of the time, but you just burn them to CDs anyway and somehow it works. I used a patched Imgburn for that, when my DC's drive still worked.

Though the Dreamcast is not in the category of consoles without internet, because it was the first one to have that... kinda. Only kinda, because the Sufami had the Satellaview attachment that no one in the wests know about, but you probably do. I actually played BS Zelda, for that, and beat the two quests, because I found patched ROMs that work on emulators. And because I'm a fucking maniac, I guess. Did it right after beating both quests on the original NES game again in basically one sitting, I think.